Unified inference for an integer-valued AR(1) model
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DOI: 10.1080/03610926.2024.2403547
Abstract: Abstract. Conditional least squares estimation is often employed to infer an integer-valued AR(1) model and its convergence rate and asymptotic variance differ for the stable and nearly unstable cases. This article adopts a random weighted… read more here.
Keywords: valued model; inference integer; integer valued; unified inference ... See more keywords